Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'541 CHF | 502'041 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'370 CHF | 501'870 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'890 CHF | 501'390 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'870 CHF | 501'370 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'432 CHF | 500'932 CHF | 99.38% | 99.38% |
08.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'402 CHF | 500'902 CHF | 99.35% | 99.35% |
05.07.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'203 CHF | 500'703 CHF | 99.37% | 99.37% |
04.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'549 CHF | 500'049 CHF | 99.38% | 99.38% |
03.07.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'691 CHF | 500'191 CHF | 99.38% | 99.38% |
02.07.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'843 CHF | 499'343 CHF | 99.37% | 99.37% |